+256.9%
PLD vs CAG
-38.0%
+294.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.6% |
| 7D | 0.0% | -6.2% | +6.2% | +1.7% |
| 30D | -3.7% | +7.4% | -11.2% | -5.9% |
| 3M | -7.9% | -1.6% | -6.3% | -7.9% |
| 6M | -9.2% | +6.3% | -15.6% | -11.5% |
| YTD | +3.1% | -10.1% | +13.1% | +4.7% |
| 1Y | +6.2% | -10.2% | +16.5% | +7.9% |
| 3Y | +35.4% | -37.3% | +72.7% | +50.9% |
| 5Y | +0.1% | -41.6% | +41.7% | +13.3% |
| All | +256.9% | -38.0% | +294.9% | +284.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling